Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47781.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46386.52 Kr¶

PnL: ---------------------------------------> -502.05 Kr¶

DD now: ---------------------------------> -1.745 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:42:57.014040'

Anic Portfolio¶

Today¶

Return: 0.988 %¶

This Week¶

Return: 0.522 %¶

Total¶

Return: 56.424 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.190000 3151.200000 180.200000 6.070000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
Corem Property Group B 59 2.220000 624.810000 47.810000 8.290000 576.999999
SAAB B 8 -0.330000 3415.200000 38.200000 1.130000 3377.000000
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.720000 384.700000 29.700000 8.370000 355.000000
AcadeMedia 12 -0.040000 579.120000 22.120000 3.970000 557.000004
Resurs Holding 22 3.020000 593.780000 19.780000 3.450000 573.999998
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
Boozt 12 2.580000 1666.800000 12.800000 0.770000 1653.999996
Intrum 4 0.000000 536.200000 9.200000 1.750000 527.000000
Swedbank A 3 1.390000 570.750000 6.750000 1.200000 564.000000
Coor Service Management Hold. 8 1.360000 537.200000 5.200000 0.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.740000 575.400000 1.400000 0.240000 574.000000
Nordea Bank Abp 29 1.000000 3455.060000 1.060000 0.030000 3453.999992
Handelsbanken A 5 1.060000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Securitas B 6 0.150000 564.600000 -5.400000 -0.950000 570.000000
CTEK 13 1.410000 524.680000 -9.320000 -1.750000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 0.340000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 0.090000 539.000000 -55.570000 -9.350000 594.565215
Axfood 13 0.460000 3658.200000 -97.800000 -2.600000 3756.000001
OX2 18 1.320000 1445.400000 -218.600000 -13.140000 1663.999992
Fasadgruppen Group 35 1.950000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46386.520000 -502.050000 -1.74471% 46888.564618

Updated:¶

'2023-01-20 09:43:09.528166'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶